Fix currency formatting (#7723)

* Replace currency string formatting with Lean currency symbols. Also clean up orders tags from having redundant information. * Setting default order tag only after price currency is properly set * Minor fixes and new unit tests * Minor fixes
QuantConnect · Jan 25, 2024 · 07ded61 · 07ded61
1 parent 0cd979f
commit 07ded61
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Showing 32 changed files with 228 additions and 141 deletions.
diff --git a/Algorithm.CSharp/AddBetaIndicatorRegressionAlgorithm.cs b/Algorithm.CSharp/AddBetaIndicatorRegressionAlgorithm.cs
@@ -138,7 +138,7 @@ public override void OnOrderEvent(OrderEvent orderEvent)
             {"Estimated Strategy Capacity", "$35000000.00"},
             {"Lowest Capacity Asset", "IBM R735QTJ8XC9X"},
             {"Portfolio Turnover", "1.51%"},
-            {"OrderListHash", "e930f95771bc50dd2db1c353e054c4e7"}
+            {"OrderListHash", "381bb9310f9dceb8a79a56849789bdab"}
         };
     }
 }
diff --git a/Algorithm.CSharp/BasicTemplateCryptoAlgorithm.cs b/Algorithm.CSharp/BasicTemplateCryptoAlgorithm.cs
@@ -237,7 +237,7 @@ public override void OnEndOfAlgorithm()
             {"Estimated Strategy Capacity", "$0"},
             {"Lowest Capacity Asset", "BTCEUR 2XR"},
             {"Portfolio Turnover", "118.08%"},
-            {"OrderListHash", "551b20736f4558a5af5c02b84451fb77"}
+            {"OrderListHash", "77458586d24f1cd00623d63da8279be2"}
         };
     }
 }
diff --git a/Algorithm.CSharp/BybitCryptoRegressionAlgorithm.cs b/Algorithm.CSharp/BybitCryptoRegressionAlgorithm.cs
@@ -166,7 +166,7 @@ public override void OnEndOfAlgorithm()
             {"Estimated Strategy Capacity", "₮560000.00"},
             {"Lowest Capacity Asset", "BTCUSDT 2UZ"},
             {"Portfolio Turnover", "44.04%"},
-            {"OrderListHash", "fb30d137fffe2bc4195d261f0f195b69"}
+            {"OrderListHash", "b3a9eb7392ba1eb7eb0cc387f7382b6c"}
         };
     }
 }
diff --git a/Algorithm.CSharp/CancelOpenOrdersRegressionAlgorithm.cs b/Algorithm.CSharp/CancelOpenOrdersRegressionAlgorithm.cs
@@ -161,7 +161,7 @@ public override void OnEndOfAlgorithm()
             {"Estimated Strategy Capacity", "$370000.00"},
             {"Lowest Capacity Asset", "ETHUSD 2XR"},
             {"Portfolio Turnover", "104.59%"},
-            {"OrderListHash", "bd538acb61fa1fd91732212664c9bbed"}
+            {"OrderListHash", "ec714d818fa30597e992d4c6e939e68c"}
         };
     }
 }
diff --git a/Algorithm.CSharp/ContinuousFutureLimitIfTouchedOrderRegressionAlgorithm.cs b/Algorithm.CSharp/ContinuousFutureLimitIfTouchedOrderRegressionAlgorithm.cs
@@ -114,7 +114,7 @@ public override void OnEndOfAlgorithm()
             {"Estimated Strategy Capacity", "$2600000000.00"},
             {"Lowest Capacity Asset", "ES VMKLFZIH2MTD"},
             {"Portfolio Turnover", "16.49%"},
-            {"OrderListHash", "a8b0528aa2c4c2b8f013a06104ddb1d0"}
+            {"OrderListHash", "a83211606af7216647acfd9b5f6907a5"}
         };
     }
 }
diff --git a/Algorithm.CSharp/ExtendedMarketTradingRegressionAlgorithm.cs b/Algorithm.CSharp/ExtendedMarketTradingRegressionAlgorithm.cs
@@ -136,7 +136,7 @@ public bool InMarketHours()
             {"Estimated Strategy Capacity", "$14000000.00"},
             {"Lowest Capacity Asset", "SPY R735QTJ8XC9X"},
             {"Portfolio Turnover", "1.44%"},
-            {"OrderListHash", "730d1d797bbe9449a6dc123990f5bd4b"}
+            {"OrderListHash", "1ebbd6a077af944e04ee437a5219eef4"}
         };
     }
 }
diff --git a/Algorithm.CSharp/FutureStopMarketOrderOnExtendedHoursRegressionAlgorithm.cs b/Algorithm.CSharp/FutureStopMarketOrderOnExtendedHoursRegressionAlgorithm.cs
@@ -149,7 +149,7 @@ public override void OnEndOfAlgorithm()
             {"Estimated Strategy Capacity", "$3400000.00"},
             {"Lowest Capacity Asset", "ES VMKLFZIH2MTD"},
             {"Portfolio Turnover", "138.95%"},
-            {"OrderListHash", "c85997dd5b7d9acda46ac9d11dd1a039"}
+            {"OrderListHash", "b26a8ad66a8dc5af768a22fbf9a80cec"}
         };
     }
 }
diff --git a/Algorithm.CSharp/LimitFillRegressionAlgorithm.cs b/Algorithm.CSharp/LimitFillRegressionAlgorithm.cs
@@ -114,7 +114,7 @@ public override void OnOrderEvent(OrderEvent orderEvent)
             {"Estimated Strategy Capacity", "$180000000.00"},
             {"Lowest Capacity Asset", "SPY R735QTJ8XC9X"},
             {"Portfolio Turnover", "9.86%"},
-            {"OrderListHash", "14eaea4041585a9110df4b5861793f9e"}
+            {"OrderListHash", "a5363ad9b8119f0e256a48efdc7acbb5"}
         };
     }
 }
diff --git a/Algorithm.CSharp/LimitIfTouchedRegressionAlgorithm.cs b/Algorithm.CSharp/LimitIfTouchedRegressionAlgorithm.cs
@@ -35,9 +35,9 @@ public class LimitIfTouchedRegressionAlgorithm : QCAlgorithm, IRegressionAlgorit
         // We assert the following occur in FIFO order in OnOrderEvent
         private readonly Queue<string> _expectedEvents = new Queue<string>(new[]
         {
-            "Time: 10/10/2013 13:31:00 OrderID: 72 EventID: 399 Symbol: SPY Status: Filled Quantity: -1 FillQuantity: -1 FillPrice: 144.6434 USD LimitPrice: 144.3551 TriggerPrice: 143.61 OrderFee: 1 USD",
-            "Time: 10/10/2013 15:57:00 OrderID: 73 EventID: 156 Symbol: SPY Status: Filled Quantity: -1 FillQuantity: -1 FillPrice: 145.6636 USD LimitPrice: 145.6434 TriggerPrice: 144.89 OrderFee: 1 USD",
-            "Time: 10/11/2013 15:37:00 OrderID: 74 EventID: 380 Symbol: SPY Status: Filled Quantity: -1 FillQuantity: -1 FillPrice: 146.7185 USD LimitPrice: 146.6723 TriggerPrice: 145.92 OrderFee: 1 USD"        });
+            "Time: 10/10/2013 13:31:00 OrderID: 72 EventID: 399 Symbol: SPY Status: Filled Quantity: -1 FillQuantity: -1 FillPrice: $144.6434 LimitPrice: $144.3551 TriggerPrice: $143.61 OrderFee: 1 USD",
+            "Time: 10/10/2013 15:57:00 OrderID: 73 EventID: 156 Symbol: SPY Status: Filled Quantity: -1 FillQuantity: -1 FillPrice: $145.6636 LimitPrice: $145.6434 TriggerPrice: $144.89 OrderFee: 1 USD",
+            "Time: 10/11/2013 15:37:00 OrderID: 74 EventID: 380 Symbol: SPY Status: Filled Quantity: -1 FillQuantity: -1 FillPrice: $146.7185 LimitPrice: $146.6723 TriggerPrice: $145.92 OrderFee: 1 USD"        });
 
         /// <summary>
         /// Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized.
@@ -74,10 +74,10 @@ public override void OnData(Slice data)
                     $"LIT - Quantity: {_negative * 10}");
                 _request = Transactions.AddOrder(orderRequest);
                 return;
-                
+
             }
 
-            // Order updating if request exists 
+            // Order updating if request exists
             if (_request != null)
             {
                 if (_request.Quantity == 1)
@@ -105,7 +105,7 @@ public override void OnOrderEvent(OrderEvent orderEvent)
 
                 if (orderEvent.ToString() != expected)
                 {
-                    throw new Exception($"orderEvent {orderEvent.Id} differed from {expected}");
+                    throw new Exception($"orderEvent {orderEvent.Id} differed from {expected}. Actual {orderEvent}");
                 }
             }
         }

diff --git a/Algorithm.CSharp/LimitOrdersAreFilledAfterHoursForFuturesRegressionAlgorithm.cs b/Algorithm.CSharp/LimitOrdersAreFilledAfterHoursForFuturesRegressionAlgorithm.cs
@@ -149,7 +149,7 @@ public override void OnOrderEvent(OrderEvent orderEvent)
             {"Estimated Strategy Capacity", "$39000000.00"},
             {"Lowest Capacity Asset", "ES VMKLFZIH2MTD"},
             {"Portfolio Turnover", "33.59%"},
-            {"OrderListHash", "170df706887bac7764441b9368887a1d"}
+            {"OrderListHash", "8b3baab1411a6db34780601bdd68ef9e"}
         };
     }
 }
diff --git a/Algorithm.CSharp/OptionAssignmentStatisticsRegressionAlgorithm.cs b/Algorithm.CSharp/OptionAssignmentStatisticsRegressionAlgorithm.cs
@@ -302,7 +302,7 @@ private static bool AreEqual(decimal expected, decimal actual)
             {"Estimated Strategy Capacity", "$0"},
             {"Lowest Capacity Asset", "GOOCV VP83T1ZUHROL"},
             {"Portfolio Turnover", "50.31%"},
-            {"OrderListHash", "92d006d828b582a7cc78eeb4c0161356"}
+            {"OrderListHash", "eaa2b6ffada95de55b095ed2e9953e33"}
         };
     }
 }
diff --git a/Algorithm.CSharp/OptionEquityStrategyMatcherRegressionAlgorithm.cs b/Algorithm.CSharp/OptionEquityStrategyMatcherRegressionAlgorithm.cs
@@ -148,7 +148,7 @@ public override void OnData(Slice slice)
             {"Estimated Strategy Capacity", "$0"},
             {"Lowest Capacity Asset", "GOOCV W78ZFMEBBB2E|GOOCV VP83T1ZUHROL"},
             {"Portfolio Turnover", "274.86%"},
-            {"OrderListHash", "0948e7066371a8aae356145cbac0741c"}
+            {"OrderListHash", "9aa5e8c352571222f77407c62a5795c4"}
         };
     }
 }
diff --git a/Algorithm.CSharp/ScaledFillForwardDataRegressionAlgorithm.cs b/Algorithm.CSharp/ScaledFillForwardDataRegressionAlgorithm.cs
@@ -132,7 +132,7 @@ public override void OnEndOfAlgorithm()
             {"Estimated Strategy Capacity", "$26000.00"},
             {"Lowest Capacity Asset", "AOL R735QTJ8XC9X"},
             {"Portfolio Turnover", "12.68%"},
-            {"OrderListHash", "215c8a8ac308c82fb7b0b46f3be0972e"}
+            {"OrderListHash", "0241913ee2f0fa5af72e311a09c39f4e"}
         };
     }
 }
diff --git a/Algorithm.CSharp/ShortableProviderOrdersRejectedRegressionAlgorithm.cs b/Algorithm.CSharp/ShortableProviderOrdersRejectedRegressionAlgorithm.cs
@@ -212,7 +212,7 @@ public RegressionTestShortableProvider() : base("testbrokerage")
             {"Estimated Strategy Capacity", "$99000000.00"},
             {"Lowest Capacity Asset", "AIG R735QTJ8XC9X"},
             {"Portfolio Turnover", "0.23%"},
-            {"OrderListHash", "32ac6dfd7b74518f14fb0210ce0360df"}
+            {"OrderListHash", "7d60ef344c55973a95131cdeefdbaeb3"}
         };
     }
 }
diff --git a/Algorithm.CSharp/SplitEquityRegressionAlgorithm.cs b/Algorithm.CSharp/SplitEquityRegressionAlgorithm.cs
@@ -184,7 +184,7 @@ public override void OnEndOfAlgorithm()
             {"Estimated Strategy Capacity", "$0"},
             {"Lowest Capacity Asset", ""},
             {"Portfolio Turnover", "0%"},
-            {"OrderListHash", "7eca64a29976e1c2f206dd92b0930522"}
+            {"OrderListHash", "b1df545a12beb8868606e0da35c151d0"}
         };
     }
 }
diff --git a/Algorithm.CSharp/StopLimitOrderRegressionAlgorithm.cs b/Algorithm.CSharp/StopLimitOrderRegressionAlgorithm.cs
@@ -178,7 +178,7 @@ public override void OnEndOfAlgorithm()
             {"Estimated Strategy Capacity", "$2700000000.00"},
             {"Lowest Capacity Asset", "SPY R735QTJ8XC9X"},
             {"Portfolio Turnover", "0.02%"},
-            {"OrderListHash", "60a73554224704136fff171dd50d8d28"}
+            {"OrderListHash", "ebb6f711f14449c0cf8dcee645b34956"}
         };
     }
 }
diff --git a/Algorithm.CSharp/StopLossOnOrderEventRegressionAlgorithm.cs b/Algorithm.CSharp/StopLossOnOrderEventRegressionAlgorithm.cs
@@ -44,7 +44,8 @@ public override void OnOrderEvent(OrderEvent orderEvent)
             {
                 // Entry short $2 below
                 var stopPrice = orderEvent.FillPrice - 2;
-                Debug($"Enter short at {orderEvent.FillPrice} set STOPLOSS at {stopPrice:C}");
+                var currencySymbol = Currencies.GetCurrencySymbol(order.PriceCurrency);
+                Debug($"Enter short at {orderEvent.FillPrice} set STOPLOSS at {currencySymbol}{stopPrice}");
                 StopMarketOrder(order.Symbol, -order.Quantity, stopPrice, "StopLoss");
             }
         }

diff --git a/Algorithm.CSharp/TimeInForceAlgorithm.cs b/Algorithm.CSharp/TimeInForceAlgorithm.cs
@@ -184,7 +184,7 @@ public override void OnEndOfAlgorithm()
             {"Estimated Strategy Capacity", "$44000000.00"},
             {"Lowest Capacity Asset", "SPY R735QTJ8XC9X"},
             {"Portfolio Turnover", "0.87%"},
-            {"OrderListHash", "4f94db1e287d9dd7026bda8c93a62876"}
+            {"OrderListHash", "9ce26e877ba1b5dbe19765fb5374334e"}
         };
     }
 }
diff --git a/Algorithm.CSharp/TrailingStopOrderRegressionAlgorithm.cs b/Algorithm.CSharp/TrailingStopOrderRegressionAlgorithm.cs
@@ -176,7 +176,7 @@ public override void OnOrderEvent(OrderEvent orderEvent)
             {"Estimated Strategy Capacity", "$36000000.00"},
             {"Lowest Capacity Asset", "SPY R735QTJ8XC9X"},
             {"Portfolio Turnover", "5.79%"},
-            {"OrderListHash", "52f67285c3f5ecdc66f89cb1c0d08421"}
+            {"OrderListHash", "fcfc3ecf4a3eff97be9f07305c97ad95"}
         };
     }
 }
diff --git a/Algorithm.Python/LimitIfTouchedRegressionAlgorithm.py b/Algorithm.Python/LimitIfTouchedRegressionAlgorithm.py
@@ -22,9 +22,9 @@
 ### <meta name="tag" content="limit if touched order"/>
 class LimitIfTouchedRegressionAlgorithm(QCAlgorithm):
     _expectedEvents = deque([
-        "Time: 10/10/2013 13:31:00 OrderID: 72 EventID: 399 Symbol: SPY Status: Filled Quantity: -1 FillQuantity: -1 FillPrice: 144.6434 USD LimitPrice: 144.3551 TriggerPrice: 143.61 OrderFee: 1 USD",
-        "Time: 10/10/2013 15:57:00 OrderID: 73 EventID: 156 Symbol: SPY Status: Filled Quantity: -1 FillQuantity: -1 FillPrice: 145.6636 USD LimitPrice: 145.6434 TriggerPrice: 144.89 OrderFee: 1 USD",
-        "Time: 10/11/2013 15:37:00 OrderID: 74 EventID: 380 Symbol: SPY Status: Filled Quantity: -1 FillQuantity: -1 FillPrice: 146.7185 USD LimitPrice: 146.6723 TriggerPrice: 145.92 OrderFee: 1 USD"    ])
+        "Time: 10/10/2013 13:31:00 OrderID: 72 EventID: 399 Symbol: SPY Status: Filled Quantity: -1 FillQuantity: -1 FillPrice: $144.6434 LimitPrice: $144.3551 TriggerPrice: $143.61 OrderFee: 1 USD",
+        "Time: 10/10/2013 15:57:00 OrderID: 73 EventID: 156 Symbol: SPY Status: Filled Quantity: -1 FillQuantity: -1 FillPrice: $145.6636 LimitPrice: $145.6434 TriggerPrice: $144.89 OrderFee: 1 USD",
+        "Time: 10/11/2013 15:37:00 OrderID: 74 EventID: 380 Symbol: SPY Status: Filled Quantity: -1 FillQuantity: -1 FillPrice: $146.7185 LimitPrice: $146.6723 TriggerPrice: $145.92 OrderFee: 1 USD"    ])
 
     def Initialize(self):
         self.SetStartDate(2013, 10, 7)
@@ -51,11 +51,11 @@ def OnData(self, data):
                     return
 
                 new_quantity = int(self._request.Quantity - self._negative)
-                self._request.UpdateQuantity(new_quantity, f"LIT - Quantity: {new_quantity}")     
+                self._request.UpdateQuantity(new_quantity, f"LIT - Quantity: {new_quantity}")
                 self._request.UpdateTriggerPrice(Extensions.RoundToSignificantDigits(self._request.Get(OrderField.TriggerPrice), 5));
 
     def OnOrderEvent(self, orderEvent):
         if orderEvent.Status == OrderStatus.Filled:
             expected = self._expectedEvents.popleft()
-            if orderEvent.ToString() != expected:
-                raise Exception(f"orderEvent {orderEvent.Id} differed from {expected}")
+            if str(orderEvent) != expected:
+                raise Exception(f"orderEvent {orderEvent.Id} differed from {expected}. Actual {orderEvent}")
diff --git a/Common/Currencies.cs b/Common/Currencies.cs
@@ -145,13 +145,13 @@ public static class Currencies
             {"LSK", "Ⱡ"},
             {"NAV", "Ꞥ"}
         };
-        
+
         /// <summary>
         /// Stable pairs in GDAX. We defined them because they have different fees in GDAX market
         /// </summary>
         [Obsolete("StablePairsGDAX is deprecated. Use StablePairsCoinbase instead.")]
         public static readonly HashSet<string> StablePairsGDAX = StablePairsCoinbase;
-        
+
         /// <summary>
         /// Stable pairs in Coinbase. We defined them because they have different fees in Coinbase market
         /// </summary>
@@ -174,7 +174,7 @@ public static class Currencies
             "USTUSDT",
             "WBTCBTC"
         };
-        
+
         /// <summary>
         /// Define some StableCoins that don't have direct pairs for base currencies in our SPDB in Coinbase market
         /// This is because some CryptoExchanges do not define direct pairs with the stablecoins they offer.
@@ -272,8 +272,12 @@ public static bool IsStableCoinWithoutPair(string symbol, string market)
         /// <returns>The currency symbol</returns>
         public static string GetCurrencySymbol(string currency)
         {
-            string currencySymbol;
-            return CurrencySymbols.TryGetValue(currency, out currencySymbol) ? currencySymbol : currency;
+            if (string.IsNullOrEmpty(currency))
+            {
+                return string.Empty;
+            }
+
+            return CurrencySymbols.TryGetValue(currency, out var currencySymbol) ? currencySymbol : currency;
         }
 
         /// <summary>